Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51618.39 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48419.33 Kr¶

PnL: ---------------------------------------> -668.24 Kr¶

DD now: ---------------------------------> -0.628 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 10:07:12.761970'

Anic Portfolio¶

Today¶

Return: -0.04 %¶

This Week¶

Return: 8.608 %¶

Total¶

Return: 68.985 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -3.000000 3321.000000 141.000000 4.430000 3180.000006
HMS Networks 2 3.750000 807.600000 134.600000 20.000000 673.000000
HEBA B 70 3.010000 2754.500000 118.500000 4.500000 2636.000010
Nordea Bank Abp 29 0.710000 3556.560000 102.560000 2.970000 3453.999992
SAAB B 8 0.940000 3448.800000 71.800000 2.130000 3377.000000
Swedbank A 3 1.850000 612.300000 48.300000 8.560000 564.000000
Resurs Holding 22 0.940000 617.100000 43.100000 7.510000 573.999998
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
AcadeMedia 12 0.610000 594.960000 37.960000 6.820000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.450000 389.200000 34.200000 9.630000 355.000000
Intrum 4 1.970000 550.000000 23.000000 4.360000 527.000000
Eastnine 4 1.760000 509.600000 18.600000 3.790000 491.000000
Norva24 Group 16 -2.500000 561.600000 18.600000 3.430000 543.000000
OEM International B 7 0.650000 546.000000 18.000000 3.410000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 1.260000 579.240000 9.240000 1.620000 570.000000
Coor Service Management Hold. 8 0.970000 539.200000 7.200000 1.350000 532.000000
Karnov Group 9 0.330000 541.800000 5.800000 1.080000 536.000004
Boozt 12 1.770000 1659.600000 5.600000 0.340000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 0.970000 249.600000 3.600000 1.460000 246.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.320000 546.000000 0.000000 0.000000 546.000000
Corem Property Group B 59 2.200000 576.140000 -0.860000 -0.150000 576.999999
Midsona B 63 0.770000 579.600000 -3.400000 -0.580000 582.999984
Sampo Oyj SDB 7 0.550000 3843.000000 -7.000000 -0.180000 3850.000000
CTEK 13 2.080000 510.250000 -23.750000 -4.450000 533.999999
International Petroleum Corp. 5 0.000000 562.500000 -32.070000 -5.390000 594.565215
Essity B 2 -0.920000 540.400000 -33.600000 -5.850000 574.000000
Fasadgruppen Group 38 -1.460000 4104.000000 -37.000000 -0.890000 4140.999992
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.100000 1080.000000 -69.000000 -6.010000 1149.000000
Beijer Electronics Group 27 -0.540000 2986.200000 -97.800000 -3.170000 3083.999994
OX2 22 4.850000 1855.700000 -133.300000 -6.700000 1989.000002
Axfood 15 -3.790000 3880.500000 -419.500000 -9.760000 4300.000005
Ovzon 64 -1.690000 3340.800000 -655.200000 -16.400000 3996.000000
TOTAL 48419.330000 -668.240000 -0.62758% 49087.564636

Updated:¶

'2023-02-01 10:07:25.806370'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶